I love that show and she is adorable. I think that earlier in the series it looked like natural curlyness. It was cuter then, but even though now it usually looks curling-ironed on the show, it still looks cute.

She said in an interview once that she did her own hair for the pilot, so I'm assuming that's what you see in the first season is her natural curl. It wasn't supposed to look perfect and that tight curl would be hard to achieve with just a curling iron.